LLY option chain

Strikes around the forward, as they were quoted at the close

Data as of 24 September 2026 (end of day)

2026-09-25(1 day)ATM 34.73%±21.63skew -2.26

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
4	45	$49.50	$58.70	—	$1,135.00	—	—	—	—	—
16	112	$44.45	$53.70	—	$1,140.00	—	—	—	—	—
21	89	$39.70	$48.90	—	$1,145.00	—	—	—	—	—
53	171	$34.80	$43.95	—	$1,150.00	—	—	—	—	—
43	169	$30.50	$39.50	—	$1,155.00	—	—	—	—	—
137	189	$28.35	$34.25	—	$1,160.00	—	—	—	—	—
32	104	$20.80	$29.80	—	$1,165.00	—	—	—	—	—
169	235	$20.25	$24.75	—	$1,170.00	—	—	—	—	—
163	253	$13.95	$20.40	—	$1,175.00	34.00%	$2.28	$3.65	85	56
270	303	$13.25	$16.40	—	$1,180.00	33.22%	$3.60	$4.80	67	128
266	287	$10.15	$13.75	—	$1,185.00	32.11%	$4.80	$6.70	37	163
297	263	$7.15	$10.00	34.71%	$1,190.00	—	$7.10	$10.25	47	112
576	119	$5.25	$7.70	35.31%	$1,195.00	—	$9.20	$13.60	14	35
1,883	1,477	$4.10	$5.25	35.35%	$1,200.00	—	$13.00	$17.40	26	18
—	—	—	—	—	$1,205.00	—	$14.70	$23.75	19	1
543	232	$1.81	$2.91	36.26%	$1,210.00	—	—	—	—	—
298	231	$1.20	$1.71	35.44%	$1,215.00	—	$20.10	$29.10	49	0
2,852	3,553	$1.00	$1.21	37.18%	$1,220.00	—	$26.60	$35.10	50	0
—	—	—	—	—	$1,225.00	—	$27.55	$40.70	5	0
650	1,650	$0.30	$0.37	39.03%	$1,235.00	—	$37.25	$50.25	1	0
—	—	—	—	—	$1,240.00	—	$44.70	$53.50	4	0

Forward $1,189.90. The 25-delta put carries -2.26 volatility points over the 25-delta call.

2026-10-02(8 days)ATM 32.42%±57.19skew +1.68

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
15	53	$45.20	$52.45	—	$1,150.00	—	—	—	—	—
0	—	$41.30	$51.25	—	$1,152.50	—	—	—	—	—
30	44	$44.35	$48.60	—	$1,155.00	33.60%	$8.65	$10.25	54	6
0	—	$36.80	$48.35	—	$1,157.50	—	—	—	—	—
30	124	$36.10	$45.95	—	$1,160.00	33.52%	$9.50	$12.20	77	147
23	—	$34.25	$48.75	—	$1,162.50	—	—	—	—	—
19	45	$36.95	$41.85	—	$1,165.00	33.53%	$10.80	$14.10	106	284
30	102	$33.05	$37.90	—	$1,170.00	33.88%	$12.55	$16.30	47	58
32	124	$31.15	$34.55	—	$1,175.00	33.29%	$14.65	$17.25	121	63
72	189	$28.20	$31.45	—	$1,180.00	33.51%	$15.95	$20.40	155	81
41	157	$25.00	$28.40	—	$1,185.00	33.30%	$18.65	$21.90	48	30
185	243	$22.35	$25.85	—	$1,190.00	33.28%	$20.15	$25.20	80	49
39	44	$18.50	$22.85	31.84%	$1,195.00	—	$23.15	$28.10	61	11
322	293	$18.15	$19.70	32.53%	$1,200.00	—	$23.05	$30.95	130	8
97	131	$15.55	$18.25	32.60%	$1,205.00	—	$26.45	$36.50	82	0
193	80	$13.00	$16.45	32.20%	$1,210.00	—	$29.95	$39.40	17	6
54	91	$12.30	$14.50	32.83%	$1,215.00	—	$33.10	$40.90	58	0
84	203	$10.60	$12.50	32.43%	$1,220.00	—	$35.20	$46.40	32	0
111	109	$9.05	$11.05	32.32%	$1,225.00	—	$38.35	$48.35	8	0
107	180	$7.75	$9.30	31.92%	$1,230.00	—	$42.20	$52.60	20	0
86	38	$6.55	$8.50	32.19%	$1,235.00	—	$46.65	$59.30	39	0

Forward $1,191.43. The 25-delta put carries +1.68 volatility points over the 25-delta call.

2026-10-09(15 days)ATM 32.70%±79.02skew +1.00

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
14	52	$52.85	$61.35	—	$1,150.00	32.73%	$13.70	$15.00	40	23
0	—	$50.35	$59.80	—	$1,152.50	33.41%	$14.00	$17.40	—	12
30	37	$49.00	$55.95	—	$1,155.00	32.42%	$13.25	$18.10	32	0
6	—	$45.45	$56.10	—	$1,157.50	32.79%	$14.75	$18.90	—	0
40	32	$44.80	$52.70	—	$1,160.00	32.06%	$13.40	$20.70	9	0
6	—	$41.80	$53.40	—	$1,162.50	32.92%	$16.70	$20.70	—	0
23	27	$43.05	$52.25	—	$1,165.00	31.97%	$16.25	$21.30	9	9
26	35	$41.30	$45.95	—	$1,170.00	32.84%	$19.50	$23.50	12	6
7	42	$38.80	$44.85	—	$1,175.00	32.71%	$21.35	$25.55	38	25
4	57	$35.40	$39.95	—	$1,180.00	34.02%	$22.65	$31.10	25	1
12	22	$33.55	$37.10	—	$1,185.00	32.67%	$25.45	$30.40	19	14
53	26	$30.75	$34.25	—	$1,190.00	30.94%	$24.75	$32.65	15	7
19	57	$28.70	$31.50	32.71%	$1,195.00	—	$30.50	$35.45	38	16
66	96	$25.60	$29.00	32.18%	$1,200.00	—	$28.80	$38.25	13	2
3	43	$24.20	$27.75	33.07%	$1,205.00	—	$34.60	$41.80	25	0
20	32	$22.35	$24.50	32.54%	$1,210.00	—	$36.05	$44.15	18	1
12	318	$20.55	$22.55	32.60%	$1,215.00	—	$41.30	$47.85	36	2
41	126	$18.50	$20.50	32.33%	$1,220.00	—	$43.50	$52.70	8	0
22	50	$16.60	$18.75	32.18%	$1,225.00	—	$45.90	$58.55	3	0
30	117	$15.10	$16.60	31.89%	$1,230.00	—	$46.70	$61.65	1	0
17	13	$12.95	$15.55	31.72%	$1,235.00	—	$50.80	$61.40	13	1

Forward $1,192.12. The 25-delta put carries +1.00 volatility points over the 25-delta call.

2026-10-16(22 days)ATM 32.72%±95.79skew +0.74

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
0	12	$75.95	$86.00	—	$1,125.00	33.14%	$11.85	$14.35	18	16
8	191	$72.30	$80.25	—	$1,130.00	32.57%	$13.35	$14.40	218	47
1	36	$69.25	$78.00	—	$1,135.00	33.27%	$14.10	$17.70	6	6
7	134	$65.65	$72.20	—	$1,140.00	32.81%	$15.65	$18.20	478	74
5	11	$61.40	$70.65	—	$1,145.00	32.75%	$16.60	$20.25	22	11
14	320	$58.90	$63.95	—	$1,150.00	32.65%	$18.75	$21.20	662	99
3	29	$55.20	$62.30	—	$1,155.00	32.25%	$20.05	$22.55	22	1
40	788	$52.45	$59.00	—	$1,160.00	32.54%	$22.20	$24.70	509	38
9	9	$49.30	$55.35	—	$1,165.00	32.92%	$23.25	$28.40	12	0
13	374	$46.10	$52.65	—	$1,170.00	32.42%	$25.20	$29.45	256	21
17	70	$43.00	$49.65	—	$1,175.00	32.46%	$27.40	$31.65	7	3
85	379	$41.85	$49.45	—	$1,180.00	32.45%	$29.50	$34.05	698	23
32	17	$38.20	$43.95	—	$1,185.00	32.52%	$31.80	$36.65	5	51
100	562	$37.40	$40.85	—	$1,190.00	31.36%	$32.00	$38.70	204	84
14	38	$34.85	$38.50	32.59%	$1,195.00	—	$35.75	$42.95	1	6
467	1,286	$33.50	$36.15	32.98%	$1,200.00	—	$39.35	$45.35	746	35
14	21	$28.95	$33.85	31.93%	$1,205.00	—	$40.10	$48.30	12	41
50	65	$27.55	$31.40	32.08%	$1,210.00	—	$44.05	$51.20	2	0
10	22	$26.25	$30.55	32.89%	$1,215.00	—	$45.45	$54.40	2	5
54	654	$24.95	$27.50	32.65%	$1,220.00	—	$51.25	$56.25	218	4
157	736	$18.50	$20.35	32.53%	$1,240.00	—	$64.20	$70.60	110	16

Forward $1,192.32. The 25-delta put carries +0.74 volatility points over the 25-delta call.

2026-10-23(29 days)ATM 31.83%±107.05skew -0.49

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
2	32	$65.55	$74.10	—	$1,145.00	32.43%	$21.50	$23.85	13	1
9	51	$62.70	$73.25	—	$1,150.00	32.43%	$23.15	$25.70	95	8
17	30	$58.55	$69.25	—	$1,155.00	31.71%	$23.15	$27.60	7	0
9	20	$57.25	$65.85	—	$1,160.00	32.32%	$26.55	$29.55	8	0
11	17	$54.90	$62.25	—	$1,165.00	31.74%	$27.20	$31.45	2	2
34	44	$52.20	$60.90	—	$1,170.00	31.49%	$28.55	$33.65	8	0
51	30	$50.55	$57.60	—	$1,175.00	31.96%	$31.85	$35.95	15	0
20	39	$47.85	$52.40	—	$1,180.00	31.06%	$31.75	$38.25	115	5
1	10	$45.15	$51.75	—	$1,185.00	31.79%	$36.20	$40.50	3	0
4	2	$42.95	$47.25	—	$1,190.00	31.59%	$37.65	$43.45	4	6
2	17	$39.35	$44.30	31.88%	$1,195.00	—	$40.30	$46.70	4	1
31	95	$37.15	$41.65	31.80%	$1,200.00	—	$42.60	$50.35	4	1
0	11	$34.20	$41.75	32.41%	$1,205.00	—	$45.75	$54.40	7	1
11	10	$33.15	$38.70	32.48%	$1,210.00	—	$48.25	$56.60	1	0
3	21	$29.40	$36.30	31.71%	$1,215.00	—	$49.25	$60.05	11	0
11	17	$28.90	$33.50	31.95%	$1,220.00	—	$53.60	$61.75	3	0
3	15	$24.80	$32.45	31.41%	$1,225.00	—	$56.90	$65.80	2	0
0	79	$26.00	$30.50	32.51%	$1,230.00	—	$57.10	$69.25	7	5
2	10	$22.95	$28.30	31.80%	$1,235.00	—	—	—	—	—
7	11	$22.55	$26.25	32.12%	$1,240.00	—	$62.75	$74.90	2	0
3	67	$21.45	$26.20	32.92%	$1,245.00	—	—	—	—	—

Forward $1,193.32. The 25-delta put carries -0.49 volatility points over the 25-delta call.

2026-10-30(36 days)ATM 40.22%±150.83

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
3	14	$80.50	$92.15	—	$1,145.00	40.00%	$33.45	$40.85	13	0
6	29	$78.40	$89.25	—	$1,150.00	40.06%	$34.50	$43.95	20	0
9	24	$76.05	$83.80	—	$1,155.00	39.79%	$36.80	$45.00	13	0
20	25	$73.25	$84.20	—	$1,160.00	39.49%	$38.25	$46.95	3	1
7	21	$69.40	$82.10	—	$1,165.00	39.47%	$40.85	$48.65	4	5
19	14	$68.20	$77.15	—	$1,170.00	39.05%	$43.45	$49.35	39	1
17	14	$65.65	$72.15	—	$1,175.00	39.52%	$46.15	$52.65	8	7
10	14	$61.30	$69.40	—	$1,180.00	38.79%	$47.40	$54.05	5	6
5	29	$61.65	$68.80	—	$1,185.00	39.26%	$51.45	$56.30	3	20
10	13	$60.00	$63.50	—	$1,190.00	39.23%	$53.90	$58.80	7	16
2	2	$54.90	$62.95	39.89%	$1,195.00	—	$55.70	$64.15	8	49
10	31	$53.45	$59.50	39.80%	$1,200.00	—	$57.45	$66.60	8	14
3	21	$51.25	$58.95	40.39%	$1,205.00	—	$60.15	$66.75	5	0
0	2	$48.80	$57.75	40.64%	$1,210.00	—	$62.70	$69.55	1	0
0	20	$46.25	$53.85	39.90%	$1,215.00	—	$65.10	$77.25	1	0
5	11	$46.00	$54.05	41.27%	$1,220.00	—	—	—	—	—
3	5	$41.15	$47.95	38.92%	$1,225.00	—	$71.40	$82.20	2	0
2	5	$39.35	$48.90	39.94%	$1,230.00	—	$72.25	$84.05	5	0
2	9	$38.25	$47.15	40.25%	$1,235.00	—	—	—	—	—
5	7	$36.95	$45.00	40.31%	$1,240.00	—	$81.30	$91.40	1	1
1	9	$34.30	$43.30	40.02%	$1,245.00	—	$82.95	$95.65	7	0

Forward $1,194.00. Not enough surviving quotes on both wings to measure the skew here.

2026-11-20(57 days)ATM 38.85%±183.65skew +1.30

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
0	31	$129.15	$138.60	—	$1,090.00	38.75%	$28.10	$29.65	117	9
33	85	$123.25	$132.65	—	$1,100.00	38.45%	$29.65	$33.30	313	66
0	31	$116.40	$123.95	—	$1,110.00	38.95%	$34.15	$36.90	209	30
3	72	$110.05	$117.25	—	$1,120.00	38.68%	$37.45	$39.70	464	11
31	414	$103.25	$110.80	—	$1,130.00	38.50%	$41.10	$42.85	106	5
4	85	$97.75	$104.40	—	$1,140.00	38.47%	$44.80	$46.85	208	7
5	163	$91.95	$98.35	—	$1,150.00	38.51%	$48.65	$51.40	110	10
15	167	$87.35	$93.65	—	$1,160.00	38.38%	$52.60	$55.70	153	8
40	159	$80.55	$87.15	—	$1,170.00	38.22%	$56.90	$59.95	72	18
6	96	$77.30	$81.65	—	$1,180.00	38.08%	$61.15	$64.80	93	64
16	266	$70.35	$78.90	—	$1,190.00	38.18%	$65.65	$70.70	50	10
44	292	$66.20	$72.60	37.96%	$1,200.00	—	$71.15	$74.85	97	13
18	17	$64.20	$68.95	38.85%	$1,210.00	—	$77.05	$80.80	7	1
8	252	$57.65	$65.20	38.38%	$1,220.00	—	$82.00	$90.15	53	4
5	9	$51.40	$58.85	37.17%	$1,230.00	—	$84.70	$95.40	4	0
345	701	$49.80	$54.20	37.56%	$1,240.00	—	$91.15	$100.15	42	3
60	106	$45.55	$52.35	37.88%	$1,250.00	—	—	—	—	—
31	298	$42.80	$46.85	37.50%	$1,260.00	—	$102.85	$115.10	53	0
1	25	$39.65	$46.45	38.33%	$1,270.00	—	—	—	—	—
13	450	$36.00	$41.25	37.56%	$1,280.00	—	$118.75	$128.60	104	0
100	803	$31.40	$34.35	37.45%	$1,300.00	—	$131.15	$141.95	29	1

Forward $1,196.38. The 25-delta put carries +1.30 volatility points over the 25-delta call.

2026-12-18(85 days)ATM 37.21%±215.40skew +0.65

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
11	149	$194.15	$204.20	—	$1,020.00	38.15%	$20.05	$21.80	517	3
8	140	$178.50	$188.60	—	$1,040.00	37.93%	$24.15	$26.15	422	12
12	105	$165.05	$173.75	—	$1,060.00	37.19%	$27.60	$30.60	441	14
1	130	$150.00	$159.35	—	$1,080.00	37.25%	$33.00	$37.00	393	8
4	833	$137.20	$144.15	—	$1,100.00	37.36%	$40.55	$42.90	926	67
1	265	$122.65	$131.45	—	$1,120.00	37.66%	$47.25	$51.95	361	3
0	8	$117.95	$125.85	—	$1,130.00	37.12%	$50.90	$53.90	109	109
5	202	$110.90	$119.10	—	$1,140.00	36.68%	$53.05	$58.05	160	5
8	26	$105.65	$114.25	—	$1,150.00	37.23%	$59.25	$62.75	11	4
44	261	$99.00	$107.65	—	$1,160.00	37.26%	$63.70	$67.40	423	8
5	327	$91.65	$97.15	—	$1,180.00	37.05%	$73.25	$75.95	108	10
65	1,243	$81.50	$86.65	36.90%	$1,200.00	—	$83.15	$85.85	911	23
16	546	$74.50	$77.45	37.21%	$1,220.00	—	$94.10	$96.65	38	10
8	466	$66.35	$69.10	37.15%	$1,240.00	—	$100.95	$108.85	72	0
10	402	$56.90	$61.00	36.55%	$1,260.00	—	$115.55	$121.30	155	0
11	234	$49.50	$54.45	36.44%	$1,280.00	—	$126.00	$134.75	16	0
74	685	$45.50	$47.75	36.79%	$1,300.00	—	$142.75	$148.15	98	0
8	133	$36.85	$42.25	36.05%	$1,320.00	—	$157.55	$163.05	13	2
11	253	$29.95	$39.90	36.19%	$1,340.00	—	$171.40	$181.50	4	0
24	323	$30.40	$34.25	37.15%	$1,360.00	—	$187.00	$196.10	4	0
2	227	$25.80	$28.85	36.61%	$1,380.00	—	$202.85	$214.95	6	0

Forward $1,199.57. The 25-delta put carries +0.65 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.